RATS for UNIX 7.10. Run on Jul 15 2015
(c) 1992-2007 Thomas A. Doan. All rights reserved

Linear Regression - Estimation by Least Squares
HAC Standard Errors with Newey-West/Bartlett Window and 4 Lags
Dependent Variable HC_REVGAPVR
Quarterly Data From 1966:01 To 2006:04
Usable Observations    164      Degrees of Freedom   162
Centered R**2     0.031527      R Bar **2   0.025548
Uncentered R**2   0.437155      T x R**2      71.693
Mean of Dependent Variable      0.6211208317
Std Error of Dependent Variable 0.7338963160
Standard Error of Estimate      0.7244607578
Sum of Squared Residuals        85.024629110
Log Likelihood                    -178.83803
Durbin-Watson Statistic             0.630257

   Variable                     Coeff       Std Error      T-Stat     Signif
*******************************************************************************
1.  Constant                  0.690016349  0.109711009      6.28940  0.00000000
2.  DUM98Q1                  -0.313857357  0.186149208     -1.68605  0.09178567

Difference in means =       -0.31386

Statistics on Series T_OVN_STDDEV
Quarterly Data From 1947:01 To 3196:04
Observations               5000
Sample Mean           -0.019289      Variance            1.522906
Standard Error         1.234061      of Sample Mean      0.017452
t-Statistic (Mean=0)  -1.105263      Signif Level        0.269099
Skewness              -0.443056      Signif Level (Sk=0) 0.000000
Kurtosis (excess)      0.530129      Signif Level (Ku=0) 0.000000
Jarque-Bera          222.131913      Signif Level (JB=0) 0.000000

Minimum               -6.540577      Maximum             4.001114
01-%ile               -3.370887      99-%ile             2.554859
05-%ile               -2.243801      95-%ile             1.832293
10-%ile               -1.621664      90-%ile             1.444207
25-%ile               -0.750917      75-%ile             0.841938
Median                 0.047609

